[R] cox goodness of fit

Roland Rau roland.rproject at gmail.com
Thu May 31 15:32:07 CEST 2007


assuming you are doing a Cox-PH-Model, you can check:

There it says that the components 'residuals' refers to the martingale 
residuals. I hope I recall it correctly but there exists a simple 
relation between the martingale residuals ('mgr') and the unmodified 
cox-snell residuals ('ucs'):
ucs = delta - mgr
where delta refers to your event indicator (0=censored, 1=event).

I don't have the books with me at the moment, but I think I learned 
about residuals in a survival context either in Klein/Moeschberger: 
Survival Analysis or in Tableman/Sung Kim: Survival Analysis Using S

I hope this helps,

Murray Pung wrote:
> Is there an implementation of the Cox-Snell residuals / Nelson-Aalen plot
> for goodness of fit?
> Or otherwise is there an appropriate Goodness of Fit diagnostic?
> Thanks
> Murray

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